+7.6%
PSA vs XYL
-23.4%
+31.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -3.7% | -5.0% | +1.4% | -1.9% |
| 30D | -7.7% | -13.2% | +5.5% | -3.1% |
| 3M | -0.6% | -3.7% | +3.1% | +0.9% |
| 6M | -0.9% | -17.7% | +16.8% | +5.0% |
| YTD | +18.7% | -21.5% | +40.2% | +26.6% |
| 1Y | +7.6% | -24.5% | +32.1% | +14.4% |
| All | +7.6% | -23.4% | +31.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling